Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47888.34 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46493.39 Kr¶

PnL: ---------------------------------------> -395.18 Kr¶

DD now: ---------------------------------> -1.525 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:11:09.931009'

Anic Portfolio¶

Today¶

Return: -0.051 %¶

This Week¶

Return: -0.051 %¶

Total¶

Return: 56.774 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.410000 2821.000000 185.000000 7.020000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 2.310000 627.760000 50.760000 8.800000 576.999999
AcadeMedia 12 1.330000 601.200000 44.200000 7.940000 557.000004
Boozt 12 0.710000 1698.000000 44.000000 2.660000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 3.650000 394.500000 39.500000 11.130000 355.000000
HMS Networks 2 4.030000 712.400000 39.400000 5.850000 673.000000
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
Resurs Holding 22 -0.220000 599.720000 25.720000 4.480000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 1.870000 546.000000 19.000000 3.610000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -1.440000 3390.400000 13.400000 0.400000 3377.000000
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Karnov Group 9 0.330000 542.700000 6.700000 1.250000 536.000004
Securitas B 6 2.130000 576.000000 6.000000 1.050000 570.000000
CTEK 13 1.230000 536.510000 2.510000 0.470000 533.999999
Swedbank A 3 -0.190000 566.250000 2.250000 0.400000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.790000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.050000 543.750000 -2.250000 -0.410000 546.000000
Midsona B 63 2.700000 575.190000 -7.810000 -1.340000 582.999984
Nordea Bank Abp 29 -0.150000 3443.460000 -10.540000 -0.310000 3453.999992
Essity B 2 -2.460000 563.200000 -10.800000 -1.880000 574.000000
Essity A 4 -1.740000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 4.200000 571.000000 -23.570000 -3.960000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.140000 3655.600000 -100.400000 -2.670000 3756.000001
OX2 18 -0.810000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 0.250000 3494.750000 -316.250000 -8.300000 3810.999990
Ovzon 52 0.180000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46493.390000 -395.180000 -1.52489% 46888.564618

Updated:¶

'2023-01-23 16:11:22.556057'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶